CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 0.7729 0.7688 -0.0041 -0.5% 0.7724
High 0.7729 0.7721 -0.0009 -0.1% 0.7748
Low 0.7690 0.7688 -0.0002 0.0% 0.7709
Close 0.7690 0.7721 0.0030 0.4% 0.7743
Range 0.0039 0.0033 -0.0006 -16.7% 0.0039
ATR 0.0028 0.0028 0.0000 1.2% 0.0000
Volume 8 6 -2 -25.0% 30
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7807 0.7796 0.7738
R3 0.7775 0.7764 0.7729
R2 0.7742 0.7742 0.7726
R1 0.7731 0.7731 0.7723 0.7737
PP 0.7710 0.7710 0.7710 0.7712
S1 0.7699 0.7699 0.7718 0.7704
S2 0.7677 0.7677 0.7715
S3 0.7645 0.7666 0.7712
S4 0.7612 0.7634 0.7703
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7850 0.7835 0.7764
R3 0.7811 0.7796 0.7753
R2 0.7772 0.7772 0.7750
R1 0.7757 0.7757 0.7746 0.7765
PP 0.7733 0.7733 0.7733 0.7737
S1 0.7718 0.7718 0.7739 0.7726
S2 0.7694 0.7694 0.7735
S3 0.7655 0.7679 0.7732
S4 0.7616 0.7640 0.7721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7688 0.0058 0.7% 0.0018 0.2% 57% False True 5
10 0.7748 0.7688 0.0060 0.8% 0.0015 0.2% 55% False True 4
20 0.7748 0.7573 0.0175 2.3% 0.0011 0.1% 85% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7806
1.618 0.7773
1.000 0.7753
0.618 0.7741
HIGH 0.7721
0.618 0.7708
0.500 0.7704
0.382 0.7700
LOW 0.7688
0.618 0.7668
1.000 0.7656
1.618 0.7635
2.618 0.7603
4.250 0.7550
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 0.7715 0.7717
PP 0.7710 0.7713
S1 0.7704 0.7709

These figures are updated between 7pm and 10pm EST after a trading day.

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